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AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
+7.3%
1 Year Est. Return
+27.01%
3 Year Est. Return
+77.25%
5 Year Est. Return
+160.09%
10 Year Est. Return
+1,244.43%
AUM
$4.54B
AUM Growth
+$105M
Cap. Flow
-$621M
Cap. Flow %
-13.68%
Top 10 Hldgs %
13.15%
Holding
1,604
New
106
Increased
281
Reduced
97
Closed
125

Top Buys

Rank Stock Value
1
CHNG
Change Healthcare Inc. Common Stock
CHNG
+$78.7M
2
SGFY
Signify Health, Inc.
SGFY
+$35M
3
ONEM
1Life Healthcare
ONEM
+$33.5M
4
GBT
Global Blood Therapeutics, Inc.
GBT
+$33.4M
5
IRBT
iRobot
IRBT
+$32.4M

Top Sells

Rank Stock Value
1
MNDT
Mandiant, Inc. Common Stock
MNDT
+$48M
2
CCMP
CMC Materials, Inc. Common Stock
CCMP
+$44M
3
VG
Vonage Holdings Corporation
VG
+$41.6M
4
WBT
Welbilt, Inc.
WBT
+$39.1M
5
COHR
Coherent Inc
COHR
+$34.6M

Sector Composition

Rank Sector Weight
1 Financials 40.53%
2 Technology 13.76%
3 Healthcare 7.38%
4 Industrials 5.15%
5 Communication Services 2.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XBPEW
1076
XBP Europe Holdings Warrant
XBPEW
$9K ﹤0.01%
75,000
– –
OCEAW
1077
DELISTED
Ocean Biomediacal, Inc. Warrants
OCEAW
$9K ﹤0.01%
49,997
– –
MITAW
1078
DELISTED
Coliseum Acquisition Corp. Warrant
MITAW
$9K ﹤0.01%
86,289
– –
ROCLW
1079
DELISTED
Roth CH Acquisition V Co. Warrant
ROCLW
$9K ﹤0.01%
92,079
+31,039
+51% +$4.05K
MCAAW
1080
DELISTED
Mountain & Co. I Acquisition Corp. Warrant
MCAAW
$9K ﹤0.01%
160,949
– –
LCW.WS
1081
DELISTED
Learn CW Investment Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
LCW.WS
$9K ﹤0.01%
81,364
– –
SPECW
1082
DELISTED
Spectaire Holdings, Inc. Warrant
SPECW
$9K ﹤0.01%
172,822
– –
NCACW
1083
DELISTED
Newcourt Acquisition Corp Warrant
NCACW
$9K ﹤0.01%
148,125
– –
GSDWW
1084
DELISTED
Global Systems Dynamics, Inc. Warrant
GSDWW
$9K ﹤0.01%
150,750
– –
GDNRW
1085
DELISTED
Gardiner Healthcare Acquisitions Corp. Warrant
GDNRW
$9K ﹤0.01%
150,000
– –
IFIN.WS
1086
DELISTED
InFinT Acquisition Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per whole share
IFIN.WS
$9K ﹤0.01%
86,649
– –
ACAQ.WS
1087
DELISTED
Athena Consumer Acquisition Corp. Redeemable warrants included as part of the units, each whole warrant exercisable for one share of Class A common stock for $11.50 per share
ACAQ.WS
$9K ﹤0.01%
165,733
– –
BLNGW
1088
DELISTED
Belong Acquisition Corp. Warrant
BLNGW
$9K ﹤0.01%
150,000
– –
FMIVW
1089
DELISTED
Forum Merger IV Corporation Warrant
FMIVW
$9K ﹤0.01%
150,000
– –
CRECW
1090
DELISTED
Crescera Capital Acquisition Corp Warrant
CRECW
$9K ﹤0.01%
99,028
– –
GVCIW
1091
DELISTED
Green Visor Financial Technology Acquisition Corp. I Warrants
GVCIW
$9K ﹤0.01%
99,041
– –
FTPAW
1092
DELISTED
FTAC Parnassus Acquisition Corp. Warrant
FTPAW
$9K ﹤0.01%
71,714
– –
LIONW
1093
DELISTED
Lionheart III Corp Warrant
LIONW
$9K ﹤0.01%
147,383
– –
CPAQW
1094
DELISTED
Counter Press Acquisition Corporation Warrant
CPAQW
$9K ﹤0.01%
234,165
– –
THACW
1095
DELISTED
Thrive Acquisition Corporation Warrant
THACW
$9K ﹤0.01%
112,499
– –
ARCKW
1096
DELISTED
Arbor Rapha Capital Bioholdings Corp. I Warrants
ARCKW
$9K ﹤0.01%
115,848
– –
GTPAW
1097
DELISTED
Gores Technology Partners, Inc. Warrant
GTPAW
$9K ﹤0.01%
30,895
– –
GTPBW
1098
DELISTED
Gores Technology Partners II, Inc. Warrant
GTPBW
$9K ﹤0.01%
58,577
– –
BOAC.WS
1099
DELISTED
Bluescape Opportunities Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
BOAC.WS
$9K ﹤0.01%
65,000
– –
MEOAW
1100
DELISTED
Minority Equality Opportunities Acquisition Inc. Warrants
MEOAW
$9K ﹤0.01%
100,000
– –
42 43
44
45 46

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AQR Arbitrage's Q3 2022 Portfolio in Review

As of Q3 2022, AQR Arbitrage held 1,604 positions worth $4.54B, up 2.4% from $4.44B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

AQR Arbitrage withdrew a net $621M in Q3 2022, closing 125 positions and reducing 97 holdings. Its most notable exit was Mandiant, Inc. Common Stock, an estimated $48M position sold in full.

By sector, the portfolio is most concentrated in Financials at 41% of assets, up from 37% a quarter earlier, followed by Technology and Healthcare.

Against the trend, AQR Arbitrage opened a new position in Signify Health, Inc. worth $44.3M.

  • AQR Arbitrage's largest Q3 2022 buy was Signify Health, Inc.: 1,518,457 shares worth $44.3M.
  • AQR Arbitrage added most to Change Healthcare Inc. Common Stock in Q3 2022, an estimated $78.7M increase.
  • AQR Arbitrage's biggest Q3 2022 reduction was Gores Holdings IX, Inc. Class A Common Stock, cutting an estimated $16M.
  • AQR Arbitrage fully exited Mandiant, Inc. Common Stock in Q3 2022, selling an estimated $48M.
  • AQR Arbitrage's ten largest holdings make up 13% of its $4.54B portfolio in Q3 2022.
  • AQR Arbitrage opened 106 new positions and closed 125 in Q3 2022.
  • AQR Arbitrage's portfolio value rose 2.4% quarter-over-quarter to $4.54B.

Based on AQR Arbitrage's 13F filing for Q3 2022, filed 14 Nov 2022.